Directional Regression Quantile Computation
GK 算法 Space-Efficient Online Computation of Quantile Summaries[15] 的灵感来源于下面这个想法:假设我们收到的流数据的第一个数字就是中位数,那么我们只需要随着数据的输入统计大于这个数的数量和小于这个数的数量,最后就能很轻易的验证这个数是不是中位数。我们能不能对 k 个输入的数据都保持这个一个结构,记...
y\ge 0. The shape parameter\gamma \in \mathbb Rindicates the heaviness of the upper tail ofY, where\gamma < 0,\gamma = 0and\gamma >0correspond to distributions respectively with short tails (e.g., uniform), light tails (e.g., Gaussian, exponential) and power tails (e.g...
Statistics Quantile compute quantiles Calling Sequence Parameters Description Computation Data Set Options Random Variable Options Examples References Compatibility Calling Sequence Quantile( A , p , ds_options ) Quantile( X , p , rv_options ) Parameters
:exclamation: This is a read-only mirror of the CRAN R package repository. qgcomp — Quantile G-Computation. Homepage: https://github.com/alexpkeil1/qgcomp/ Report bugs for this package: https://github.com/alexpkeil1/qgcomp/issues - cran/qgcomp
The approach taken in the design and implementation of the natural language commands interpreters can handle misspellings: smrmon2 <-eval(expr =to_SMRMon_R_command("create from dfTitanic;aply the LSI functions inverse document frequency, term frequency, and cosine;compute the top 6 recomendations...
The study of extremes, risks and quantiles of phenomena is a broad area of interest in Operations Research, since large movements of variables are of great importance in many fields related to natural disasters, namely geophysics (e.g. earth-quakes prediction Pisarenko and Lyubushin, 1997), hyd...
QuR. In the relative abundance scale (by Aitchison or GUniFrac dissimilarities), ConQuR also successfully aligned the different batches. However, its advantage over the others was not as substantial as in the raw count scale. This is because ConQuR-libsize and the competing methods either ...
Bayesian Tobit quantile regression using g-prior distribution with ridge parameter. J. Statist. Comput. Simulation, 85, 2903-2918.Alhamzawi, R., Yu K., 2014, "Bayesian tobit quantile regression using g-prior distribution with ridge parameter", Journal of Statistical Computation and Simulation (...
The significance level used in the computation of VaR is set to \(\alpha _2=0.99\) Full size image In Fig. 4 the development of investment wealth obtained after selecting the described portfolio strategies is presented. The results in the figure are grouped by their objective (e.g., ...